Dear members, I fought for several days against an error I was getting with optim in L-BFGS-B. The error was produced because some parameters were outside the limits defined by upper and lower. After investigation, the error is not produced during the optimization itself but during the calculation of the Hessian matrix which does not take into account the upper and lower bounds. It would be nice if this was stated in the optim help within the L-BFGS-B method section. Marc Girondot
Error in optim with method L-BFGS-B when hessian is TRUE
2 messages · Marc Girondot
Sorry... it is already stated in the help, at the hessian section: hessian Only if argument hessian is true. A symmetric matrix giving an estimate of the Hessian at the solution found. Note that this is the Hessian of the unconstrained problem even if the box constraints are active. So no problem... Marc Le 23/08/2020 ?? 11:19, Marc Girondot via R-help a ??crit??:
Dear members, I fought for several days against an error I was getting with optim in L-BFGS-B. The error was produced because some parameters were outside the limits defined by upper and lower. After investigation, the error is not produced during the optimization itself but during the calculation of the Hessian matrix which does not take into account the upper and lower bounds. It would be nice if this was stated in the optim help within the L-BFGS-B method section. Marc Girondot
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